Gabriele Visentin

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
A default system with overspilling contagion
Frontiers of Mathematical Finance
2024-06-04Paper
Mod-Poisson approximation schemes: Applications to credit risk2022-10-26Paper
Mod-Poisson approximation schemes and higher-order Chen-Stein inequalities2022-10-25Paper
Universal approximation of credit portfolio losses using Restricted Boltzmann Machines2022-02-22Paper
Network valuation in financial systems
Mathematical Finance
2021-03-23Paper


Research outcomes over time


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